+160.4%
ASTS vs LEN
-13.2%
+173.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | -5.8% | +6.6% | +4.2% |
| 30D | -22.6% | +13.7% | -36.3% | -28.4% |
| 3M | -54.4% | -3.9% | -50.5% | -54.2% |
| 6M | -56.4% | -0.4% | -56.1% | -57.3% |
| YTD | -55.1% | -16.8% | -38.3% | -52.3% |
| 1Y | -46.9% | -29.5% | -17.4% | -39.1% |
| 3Y | +715.0% | -25.6% | +740.6% | +727.7% |
| All | +160.4% | -13.2% | +173.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling